In a medium bowl, whisk together flour, sugar and salt. Cut in butter with a pastry blender until the mixture resembles coarse meal.

In a small bowl, whisk together egg and milk. Pour into the flour mixture and mix just until the dough holds together. Divide the dough in half - shape each into a rough 3" x 5" rectangle and wrap in plastic wrap. Place into the refrigerator to chill for at least 1 hour.

Preheat the oven to 350 degrees.

Remove and unwrap one piece of dough from the refrigerator. Roll dough on a lightly floured surface into a 10" x 15" rectangle, about 1/8" thick. Lightly brush half of the lengthwise surface with milk. Scatter the top with half (1/4 cup) of the cinnamon chips.

Fold the unfilled side of the dough over the chips, gently pressing around the edges to seal, making the dough into a 5" x 15" shape. Repeat process with remaining dough. Brush the top surface of each piece of dough with milk and sprinkle each with half (2 tablespoons) of the cinnamon sugar.

Use a knife or pizza wheel to cut each piece of filled dough crosswise into rough 1/2" strips that are 5" long. Take each end of a strip of dough with your hands and twist the dough. Set twist onto baking sheets lined with parchment. Repeat twisting with all strips of dough. They won't spread too much, so they can be fairly close together.

Place baking sheets into the oven and bake, rotating halfway through, until golden, about 25 to 30 minutes. Remove from the oven and place the baking sheet on a wire rack to cool for about 2 to 4 minutes. Carefully transfer the twists to a wire rack to finish cooling.